-2.6%
XRT vs MGY
+85.2%
-87.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -3.6% | +1.8% | -5.4% | -4.0% |
| 30D | -6.7% | +6.5% | -13.2% | -8.1% |
| 3M | -1.4% | +0.3% | -1.7% | -2.0% |
| 6M | +1.7% | -2.4% | +4.1% | +1.0% |
| YTD | -1.5% | +29.0% | -30.5% | -9.2% |
| 1Y | -2.5% | +17.0% | -19.5% | -8.0% |
| 3Y | +39.9% | +26.2% | +13.8% | +26.7% |
| 5Y | -2.6% | +92.3% | -95.0% | -21.7% |
| All | -2.6% | +85.2% | -87.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MGY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling